A bootstrap method for structure detection of NARMAX models

@inproceedings{Kukreja2007ABM,
  title={A bootstrap method for structure detection of NARMAX models},
  author={Sunil L. Kukreja and Henrietta L. Galiana and Robert E. Kearney},
  year={2007}
}
Many systems may be described by NARMAX models using only a few terms. However, depending on the order of the system the number of candidate terms can become very large. Selection of a subset of these candidate terms is necessary for an efficient system description. This is an unresolved issue in system identification for over-parameterized models. Therefore, in this paper, we develop a bootstrap structure detection (BSD) algorithm as a means of determining the structure of highly over… CONTINUE READING

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